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Uncertain Systems (uncertain + system)
Kinds of Uncertain Systems Selected AbstractsState and output feedback design for robust tracking of linear systems with rate limited actuatorsOPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 1 2002Zongli Lin Abstract A design technique (Control of Uncertain Systems with Bounded Inputs, Tarbouriech S, Garcia G, (Eds), Lecture Notes in Control and Information Sciences, vol. 227, Springer: Berlin, 1997; 173,186) recently proposed for stabilization of a linear system with rate-limited actuators is utilized to design feedback laws that cause the system output to track a desired command signal. This design technique combines two design techniques recently developed for linear systems with position limited actuators, piecewise-linear LQ control (Automatica, 1994; 30: 403,416) and low-and-high gain feedback (IEEE Trans. Automat. Control, 1996; 41: 368,378), and hence takes advantage of both design techniques, while avoiding their disadvantages. In the case that only the output is available for feedback, the performance of the state feedback law is preserved by the use of a fast observer. An open-loop exponentially unstable fighter aircraft is used to demonstrate the effectiveness of the proposed control design method. Copyright © 2002 John Wiley & Sons, Ltd. [source] A Synthesis Method For Robust Pid Controllers For A Class Of Uncertain SystemsASIAN JOURNAL OF CONTROL, Issue 4 2002Stefan Solyom ABSTRACT PID controller design is considered where optimal controller parameters are found with constraint on maximum sensitivity and robustness with regard to a cone bounded static nonlinearity acting in feedback with part of the plant. The design procedure has been successfully applied in the synthesis of a controller for an Anti-lock Braking System (ABS). [source] A sliding mode control approach for systems subjected to a norm-bounded uncertaintyINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 4 2007Anis Sellami Abstract This paper proposes a design approach of continuous sliding mode control of uncertain systems, the uncertainty being norm bounded. The two steps of the design methodology are investigated. The existence step, in which we choose the sliding surface that gives good behaviour during the sliding mode, is formulated as a pole assignment of linear uncertain system in a sector through convex optimization. The solution to this problem is therefore numerically tractable via linear matrix inequalities (LMI) optimization. In the reaching step, we propose a continuous nonlinear control strategy ensuring a bounded motion about the ideal sliding mode, thus approximating the ideal dynamic behaviour in the presence of uncertainty. Finally, the validity and the applicability of this approach are illustrated by a flight stabilization benchmark example. Copyright © 2006 John Wiley & Sons, Ltd. [source] Robust stabilization of a class of uncertain system via block decomposition and VSCINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 15 2002Alexander G. Loukianov Abstract In this paper, a block decomposition procedure for sliding mode control of a class of nonlinear systems with matched and unmatched uncertainties, is proposed. Based on the nonlinear block control principle, a sliding manifold design problem is divided into a number of sub-problems of lower dimension which can be solved independently. As a result, the nominal parts of the sliding mode dynamics is linearized. A discontinuous feedback is then used to compensate the matched uncertainty. Finally, a step-by-step Lyapunov technique and a high gain approach is applied to obtain hierarchical fast motions on the sliding manifolds and to achieve the robustness property of the closed-loop system motion with respect to unmatched uncertainty. Copyright © 2002 John Wiley & Sons, Ltd. [source] Robust H, control of an uncertain system via a strict bounded real output feedback controllerOPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 3 2009Ian R. Petersen Abstract This paper presents a new approach to the robust H, control of an uncertain system via an output feedback controller that is both stable and has an H, norm strictly less than a specified value. The uncertain systems under consideration contain structured uncertainty described by integral quadratic constraints. The controller is designed to achieve absolute stabilization with a specified level of disturbance attenuation. The main result involves solving a state feedback version of the problem by solving an algebraic Riccati equation dependent on a set of scaling parameters. Then two further algebraic Riccati equations are solved, which depend on a further set of scaling parameters. The required controller is constructed from the Riccati solutions. Copyright © 2008 John Wiley & Sons, Ltd. [source] Robust disturbance attenuation for discrete-time active fault tolerant control systems with uncertaintiesOPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 2 2003Peng Shi Abstract The problems of stochastic stability and stochastic disturbance attenuation for a class of linear discrete-time systems are considered in this paper. The system under study is a state space model possessing two Markovian jump parameters: one is failure process and another is failure detection and isolation scheme. A controller is designed to guarantee the stochastic stability and a disturbance attenuation level. Robustness problems for the above system with norm-bounded parameter uncertainties are also investigated. It is shown that the uncertain system can be robustly stochastically stabilized and have a robust disturbance attenuation level for all admissible perturbations if a set of coupled Riccati inequalities has solutions. A numerical example is given to show the potential of the proposed technique. Copyright © 2003 John Wiley & Sons, Ltd. [source] ADAPTIVE VARIABLE STRUCTURE CONTROL OF UNCERTAIN SYSTEMS CONTAINING UNKNOWN GAIN REDUCTION TOLERANCEASIAN JOURNAL OF CONTROL, Issue 1 2007Jun-Juh Yan ABSTRACT In this paper, an adaptive variable structure controller (AVSC) is presented for a class of uncertain systems subjected to input nonlinearities. Using an adaptive technique, an AVSC is then proposed to ensure the asymptotical convergence of the switching quantity even without involving the bound of the gain reduction tolerance. On the switching surface, the investigated uncertain system still bears the insensitivity to the uncertainties and disturbances as the systems with linear input. An illustrative example is given to demonstrate the effectiveness of the proposed AVSC design method. [source] VS-CONTROL WITH TIME-VARYING SLIDING SECTOR , DESIGN AND APPLICATION TO PENDULUM ,ASIAN JOURNAL OF CONTROL, Issue 3 2004Satoshi Suzuki ABSTRACT In general, a Variable Structure (VS) system is designed with a sliding mode. Recently a sliding sector, designed by an algebraic Riccati equation, has been proposed to replace the sliding mode for chattering-free VS controllers. In this paper we extend the design algorithm for the sliding sector to a time-varying sliding sector. The time-varying sliding sector is defined by functions dependent on both state and time, hence time-varying uncertainty can be considered. The VS controller is designed to stabilize an uncertain system, quadratically. The design procedure for real systems is introduced via an implementation to the control of "Furuta pendulum". To enhance the stability it is necessary to compensate the time-varying nonlinear static friction of the actuator adequately, hence this problem is a good example to demonstrate the performance of the proposed VS control method. In the experiment, it will be shown that the VS control with the time-varying sliding sector is superior to an orthodox chattering-free VS control. [source] Accounting for uncertainty in marine reserve designECOLOGY LETTERS, Issue 1 2006Benjamin S. Halpern Abstract Ecosystems and the species and communities within them are highly complex systems that defy predictions with any degree of certainty. Managing and conserving these systems in the face of uncertainty remains a daunting challenge, particularly with respect to developing networks of marine reserves. Here we review several modelling frameworks that explicitly acknowledge and incorporate uncertainty, and then use these methods to evaluate reserve spacing rules given increasing levels of uncertainty about larval dispersal distances. Our approach finds similar spacing rules as have been proposed elsewhere , roughly 20,200 km , but highlights several advantages provided by uncertainty modelling over more traditional approaches to developing these estimates. In particular, we argue that uncertainty modelling can allow for (1) an evaluation of the risk associated with any decision based on the assumed uncertainty; (2) a method for quantifying the costs and benefits of reducing uncertainty; and (3) a useful tool for communicating to stakeholders the challenges in managing highly uncertain systems. We also argue that incorporating rather than avoiding uncertainty will increase the chances of successfully achieving conservation and management goals. [source] Adaptive control for nonlinear uncertain systems with actuator amplitude and rate saturation constraintsINTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, Issue 1 2009Alexander Leonessa Abstract A direct adaptive nonlinear tracking control framework for multivariable nonlinear uncertain systems with actuator amplitude and rate saturation constraints is developed. To guarantee asymptotic stability of the closed-loop tracking error dynamics in the face of amplitude and rate saturation constraints, the control signal to a given reference (governor or supervisor) system is modified to effectively robustify the error dynamics to the saturation constraints. Illustrative numerical examples are provided to demonstrate the efficacy of the proposed approach. Copyright © 2008 John Wiley & Sons, Ltd. [source] Adaptive robust H, state feedback control for linear uncertain systems with time-varying delayINTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, Issue 9 2008Dan Ye Abstract This paper considers the problem of adaptive robust H, state feedback control for linear uncertain systems with time-varying delay. The uncertainties are assumed to be time varying, unknown, but bounded. A new adaptive robust H, controller is presented, whose gains are updating automatically according to the online estimates of uncertain parameters. By combining an indirect adaptive control method and a linear matrix inequality method, sufficient conditions with less conservativeness than those of the corresponding controller with fixed gains are given to guarantee robust asymptotic stability and H, performance of the closed-loop systems. A numerical example and its simulation results are given to demonstrate the effectiveness and the benefits of the proposed method. Copyright © 2008 John Wiley & Sons, Ltd. [source] Finite-model adaptive control using an LS-like algorithm,INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, Issue 5 2007Hongbin Ma Abstract Adaptive control problem of a class of discrete-time nonlinear uncertain systems, of which the internal uncertainty can be characterized by a finite set of functions, is formulated and studied by using an least squares (LS)-like algorithm to design the feedback control law. For the finite-model adaptive control problem, this algorithm is proposed as an extension of counterpart of traditional LS algorithm. Stability in sense of pth mean for the closed-loop system is proved under a so-called linear growth assumption, which is shown to be necessary in general by a counter-example constructed in this paper. The main results have been also applied to parametric cases, which demonstrate how to bridge the non-parametric case and parametric case. Copyright © 2006 John Wiley & Sons, Ltd. [source] Direct adaptive control for non-linear uncertain systems with exogenous disturbancesINTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, Issue 2 2002Wassim M. Haddad Abstract A direct adaptive non-linear control framework for multivariable non-linear uncertain systems with exogenous bounded disturbances is developed. The adaptive non-linear controller addresses adaptive stabilization, disturbance rejection and adaptive tracking. The proposed framework is Lyapunov-based and guarantees partial asymptotic stability of the closed-loop system; that is, asymptotic stability with respect to part of the closed-loop system states associated with the plant. In the case of bounded energy L2 disturbances the proposed approach guarantees a non-expansivity constraint on the closed-loop input,output map. Finally, several illustrative numerical examples are provided to demonstrate the efficacy of the proposed approach. Copyright © 2002 John Wiley & Sons, Ltd. [source] On robust stability of uncertain systems with multiple time-delaysINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 15 2010Tong ZhouArticle first published online: 27 NOV 200 Abstract On the basis of an infinite to one mapping and the structure of the null space of a multivariate matrix polynomial (MMP), a novel sufficient condition is derived in this paper for the robust stability of a linear time-invariant system with multiple uncertain time-delays, parametric modelling errors and unmodelled dynamics. This condition depends on time-delay bounds and is less conservative than the existing ones. An attractive property is that this condition becomes also necessary in some physically meaningful situations, such as the case that there is only one uncertain time-delay and neither parametric perturbations nor unmodelling errors exist. Moreover, using ideas of representing a positive-definite MMP through matrix sum of squares, an asymptotic necessary and sufficient condition is derived for the robust stability of this system. All the conditions can be converted to linear matrix inequalities. Copyright © 2009 John Wiley & Sons, Ltd. [source] Robust ,2 -gain feedforward control of uncertain systems using dynamic IQCsINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 11 2009I. E. Köse Abstract We consider the problem of robust ,2 -gain disturbance feedforward control for uncertain systems described in the standard LFT form. We use integral quadratic constraints (IQCs) for describing the uncertainty blocks in the system. For technical reasons related to the feedforward problem, throughout the paper, we work with the duals of the constraints involved in robustness analysis using IQCs. We obtain a convex solution to the problem using a state-space characterization of nominal stability that we have developed recently. Specifically, our solution consists of LMI conditions for the existence of a feedforward controller that guarantees a given ,2 -gain for the closed-loop system. We demonstrate the effectiveness of using dynamic IQCs in robust feedforward design through a numerical example. Copyright © 2008 John Wiley & Sons, Ltd. [source] LMI optimization approach to robust H, observer design and static output feedback stabilization for discrete-time nonlinear uncertain systemsINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 3 2009Masoud Abbaszadeh Abstract A new approach for the design of robust H, observers for a class of Lipschitz nonlinear systems with time-varying uncertainties is proposed based on linear matrix inequalities (LMIs). The admissible Lipschitz constant of the system and the disturbance attenuation level are maximized simultaneously through convex multiobjective optimization. The resulting H, observer guarantees asymptotic stability of the estimation error dynamics and is robust against nonlinear additive uncertainty and time-varying parametric uncertainties. Explicit norm-wise and element-wise bounds on the tolerable nonlinear uncertainty are derived. Also, a new method for the robust output feedback stabilization with H, performance for a class of uncertain nonlinear systems is proposed. Our solution is based on a noniterative LMI optimization and is less restrictive than the existing solutions. The bounds on the nonlinear uncertainty and multiobjective optimization obtained for the observer are also applicable to the proposed static output feedback stabilizing controller. Copyright © 2008 John Wiley & Sons, Ltd. [source] Robust fault estimation of uncertain systems using an LMI-based approachINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 18 2008Euripedes G. Nobrega Abstract General recent techniques in fault detection and isolation (FDI) are based on H, optimization methods to address the issue of robustness in the presence of disturbances, uncertainties and modeling errors. Recently developed linear matrix inequality (LMI) optimization methods are currently used to design controllers and filters, which present several advantages over the Riccati equation-based design methods. This article presents an LMI formulation to design full-order and reduced-order robust H, FDI filters to estimate the faulty input signals in the presence of uncertainty and model errors. Several cases are examined for nominal and uncertain plants, which consider a weight function for the disturbance and a reference model for the faults. The FDI LMI synthesis conditions are obtained based on the bounded real lemma for the nominal case and on a sufficient extension for the uncertain case. The conditions for the existence of a feasible solution form a convex problem for the full-order filter, which may be solved via recently developed LMI optimization techniques. For the reduced-order FDI filter, the inequalities include a non-convex constraint, and an alternating projections method is presented to address this case. The examples presented in this paper compare the simulated results of a structural model for the nominal and uncertain cases and show that a degree of conservatism exists in the robust fault estimation; however, more reliable solutions are achieved than the nominal design. Copyright © 2008 John Wiley & Sons, Ltd. [source] Delay-range-dependent robust stability and stabilization for uncertain systems with time-varying delayINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 13 2008Tao Li Abstract This paper concerns delay-range-dependent robust stability and stabilization for time-delay system with linear fractional form uncertainty. The time delay is assumed to be a time-varying continuous function belonging to a given range. On the basis of a novel Lyapunov,Krasovskii functional, which includes the information of the range, delay-range-dependent stability criteria are established in terms of linear matrix inequality. It is shown that the new criteria can provide less conservative results than some existing ones. Moreover, the stability criteria are also used to design the stabilizing state-feedback controllers. Numerical examples are given to demonstrate the applicability of the proposed approach. Copyright © 2007 John Wiley & Sons, Ltd. [source] On an output-feedback stabilization problem with uncertainty in the relative degreeINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 7 2008Giorgio Bartolini Abstract This paper deals with an output-feedback finite-time control problem for a class of nonlinear uncertain systems whose relative degree is affected by an uncertain system parameter and is therefore unknown at the stage of control design. We show that an existing second-order sliding mode control algorithm can address successfully the control task of a finite-time output-feedback stabilization when the uncertain relative degree is equal to 1 or 2. We derive constructive tuning rules for the control parameters and show its effectiveness by using computer simulations. Copyright © 2007 John Wiley & Sons, Ltd. [source] A reduction paradigm for output regulationINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 7 2008F. Celani Abstract The goal of this paper is to provide a reduction paradigm for the design of output regulators which can be of interest for nonlinear as well as linear uncertain systems. The main motivation of the work is to provide a systematic design tool to deal with non-minimum-phase uncertain systems for which conventional high-gain stabilization methods are not effective. The contribution of the work is two-fold. First, this work extends a previous reduction paradigm for output regulation of nonlinear systems. Furthermore, in the case of the uncertain controlled dynamics being linear, we show how the proposed framework leads to a number of systematic design tools of interest for non-minimum-phase linear systems affected by severe uncertainties. A numerical control example of a linearized model of an inverted pendulum on a cart is presented. Copyright © 2007 John Wiley & Sons, Ltd. [source] Simultaneous ,2/,, control of uncertain jump systems with functional time-delaysINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 3 2008Magdi S. Mahmoud Abstract This paper presents new results pertaining to the control design of a class of linear uncertain systems with Markovian jump parameters. An integral part of the system dynamics is a delayed state in which the time-delays are mode dependent. The jumping parameters are modelled as a continuous-time, discrete-state Markov process and the uncertainties are norm-bounded. We construct an appropriate Lyapunov,Krasovskii functional and design a simultaneous ,2/,, controller which minimizes a quadratic ,2 performance measure while satisfying a prescribed ,, -norm bound on the closed-loop system. It is established that sufficient conditions for the existence of the simultaneous ,2/,, controller and the associated performance upper bound are cast in the form of linear matrix inequalities. Simulation results are provided and extension to the case where the jumping rates are subject to uncertainties is presented. Copyright © 2007 John Wiley & Sons, Ltd. [source] New results in robust actuator fault reconstruction for linear uncertain systems using sliding mode observersINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 14 2007Kok Yew Ng Abstract This paper presents a robust actuator fault reconstruction scheme for linear uncertain systems using sliding mode observers. In existing work, fault reconstruction via sliding mode observers is limited to either linear certain systems subject to unknown inputs, relative degree one systems or a specific class of relative degree two systems. This paper presents a new method that is applicable to a wider class of systems with relative degree higher than one, and can also be used for systems with more unknown inputs than outputs. The method uses two sliding mode observers in cascade. Signals from the first observer are processed and used to drive the second observer. Overall, this results in actuator fault reconstruction being feasible for a wider class of systems than using existing methods. A simulation example verifies the claims made in this paper. Copyright © 2007 John Wiley & Sons, Ltd. [source] A sliding mode control approach for systems subjected to a norm-bounded uncertaintyINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 4 2007Anis Sellami Abstract This paper proposes a design approach of continuous sliding mode control of uncertain systems, the uncertainty being norm bounded. The two steps of the design methodology are investigated. The existence step, in which we choose the sliding surface that gives good behaviour during the sliding mode, is formulated as a pole assignment of linear uncertain system in a sector through convex optimization. The solution to this problem is therefore numerically tractable via linear matrix inequalities (LMI) optimization. In the reaching step, we propose a continuous nonlinear control strategy ensuring a bounded motion about the ideal sliding mode, thus approximating the ideal dynamic behaviour in the presence of uncertainty. Finally, the validity and the applicability of this approach are illustrated by a flight stabilization benchmark example. Copyright © 2006 John Wiley & Sons, Ltd. [source] Randomized algorithms for analysis and control of uncertain systems, Roberto Tempo, Giuseppe Calafiore and Fabrizio Dabbene, Springer, London, 2005, 344pp.INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 15 2006ISBN 1-85233-524-, Price $11 No abstract is available for this article. [source] A geometric approach to robust performance of parametric uncertain systemsINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 14 2003J. Bondia Abstract A new approach for the robust performance problem for parametric uncertain systems is presented. Contrary to the classical approach, where specifications must be given in the frequency domain, this approach allows to deal with classical time specifications such as bounds on the overshoot, settling time and steady state error, which are matched to an uncertain reference model. Controller synthesis is then formulated as a set inclusion problem with a clear geometrical interpretation. Copyright © 2003 John Wiley & Sons, Ltd. [source] Robust quadratic performance for time-delayed uncertain linear systemsINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 2 2003Fen WuArticle first published online: 20 DEC 200 Abstract In this paper, the analysis and control synthesis problems were studied for a general class of uncertain linear systems with variable time delay. It is assumed that the structured time-varying parametric uncertainties enter the system state-space description in a linear fractional fashion. The generic quadratic performance metric encompasses many types of dynamic system performance measure. In the context of delay-independent stability, it was shown that the analysis and state-feedback synthesis problems for such time-delayed uncertain systems can be formulated equivalently as linear matrix inequality (LMI) optimization problems using the mechanism of full block multipliers. However, the solvability condition to output-feedback problem was given as bilinear matrix inequality (BMI), which leads to a non-convex optimization problem. A numerical example is provided to demonstrate the advantages of newly proposed control synthesis condition for time-delayed uncertain systems over existing approaches. Copyright © 2002 John Wiley & Sons, Ltd. [source] Global robust stabilization of nonlinear systems subject to input constraintsINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 14 2002Rodolfo Suárez Abstract Our main purpose in this paper is to further address the global stabilization problem for affine systems by means of bounded feedback control functions, taking into account a large class of control value sets: p,r -weighted balls ,mr(p), with 1 Constrained robust sampled-data control for nonlinear uncertain systemsINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 5 2002Li-Sheng Hu Abstract In industrial process control, computer control, which makes the closed-loop system a sampled-data one containing both continuous- and discrete-time signals, is widely used. In contrast with traditional approximation methods, sampled-data synthesis, a direct digital controller design procedure without approximation, has received increasing attention during the past few years. However, many of the existing results cannot be applied to sampled-data control design for the uncertain systems. In this paper, a result of robust asymptotic stability of sampled-data systems with constraints on the state is presented based on a result on practical stability for these systems. Then the robust sampled-data control for a class of uncertain nonlinear systems with constraints on the output is developed. The problem is formulated from vehicle steering control with constraint on the side slip angle of body. The result is described by some matrix inequalities which could be solved by an iterative algorithm based on the linear matrix inequality technique. Finally, a numerical example is presented to demonstrate the result. Copyright © 2002 John Wiley & Sons, Ltd. [source] A convex optimization procedure to compute ,2 and ,, norms for uncertain linear systems in polytopic domainsOPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 4 2008Ricardo C. L. F. Oliveira Abstract In this paper, a convergent numerical procedure to compute ,2 and ,, norms of uncertain time-invariant linear systems in polytopic domains is proposed. The norms are characterized by means of homogeneous polynomially parameter-dependent Lyapunov functions of arbitrary degree g solving parameter-dependent linear matrix inequalities. Using an extension of Pólya's Theorem to the case of matrix-valued polynomials, a sequence of linear matrix inequalities is constructed in terms of an integer d providing a Lyapunov solution for a given degree g and guaranteed ,2 and ,, costs whenever such a solution exists. As the degree of the homogeneous polynomial matrices increases, the guaranteed costs tend to the worst-case norm evaluations in the polytope. Both continuous- and discrete-time uncertain systems are investigated, as illustrated by numerical examples that include comparisons with other techniques from the literature. Copyright © 2007 John Wiley & Sons, Ltd. [source] Optimal state filtering and parameter identification for linear systemsOPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 2 2008Michael Basin Abstract This paper presents the optimal filtering and parameter identification problem for linear stochastic systems with unknown multiplicative and additive parameters over linear observations, where unknown parameters are considered Wiener processes. The original problem is reduced to the filtering problem for an extended state vector that incorporates parameters as additional states. The obtained optimal filter for the extended state vector also serves as the optimal identifier for the unknown parameters. Performance of the designed optimal state filter and parameter identifier is verified for both stable and unstable linear uncertain systems. Copyright © 2007 John Wiley & Sons, Ltd. [source]
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